Related papers: Integrable Lattices: Random Matrices and Random Pe…
The gap probabilities at the hard and soft edges of scaled random matrix ensembles with orthogonal symmetry are known in terms of $\tau$-functions. Extending recent work relating to the soft edge, it is shown that these $\tau$-functions,…
It is shown how the bilinear differential equations satisfied by Fredholm determinants of integral operators appearing as spectral distribution functions for random matrices may be deduced from the associated systems of nonautonomous…
The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…
What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time…
We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…
In this paper we review and compare the numerical evaluation of those probability distributions in random matrix theory that are analytically represented in terms of Painlev\'e transcendents or Fredholm determinants. Concrete examples for…
We consider the factorization problem of matrix symbols relative to a closed contour, i.e., a Riemann-Hilbert problem, where the symbol depends analytically on parameters. We show how to define a function $\tau$ which is locally analytic on…
The authors show that a wide class of Fredholm determinants arising in the representation theory of "big" groups such as the infinite-dimensional unitary group, solve Painleve equations. Their methods are based on the theory of integrable…
We study a family of distributions that arise in critical unitary random matrix ensembles. They are expressed as Fredholm determinants and describe the limiting distribution of the largest eigenvalue when the dimension of the random…
The diagonal spin-spin correlations of the square lattice Ising model, originally expressed as Toeplitz determinants, are given by two distinct Fredholm determinants - one with an integral operator having an Appell function kernel and…
Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…
String equations related to 2D gravity seem to provide, quite naturally and systematically, integrable kernels, in the sense of Its-Izergin-Korepin and Slavnov. Some of these kernels (besides the "classical" examples of Airy and Pearcey)…
What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…
As Fredholm determinants are more and more frequent in the context of stochastic integrability, we unveil the existence of a common framework in many integrable systems where they appear. This consists in a quasi-universal hierarchy of…
Matrix Fourier-like integrals over the classical groups O_+(n), O_-(n), Sp(n) and U(n) are connected with the distribution of the length of the longest increasing sequence in random permutations and random involutions and the spectrum of…
An algebraic analogue of the family of Fredholm operators is introduced for the family of row and column finite matrices, dubbed "Fredholm matrices." In addition, a measure is introduced which indicates how far a Fredholm matrix is from an…
Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation…
We consider Fredholm determinants of matrix convolution operators associated to matrix versions of the $n - $th Airy functions. Using the theory of integrable operators, we relate them to a fully noncommutative Painlev\'e II hierarchy,…
Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…
We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm…